Infinitely divisible cylindrical measures on Banach spaces
Studia Mathematica (2011)
- Volume: 207, Issue: 3, page 235-256
- ISSN: 0039-3223
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topMarkus Riedle. "Infinitely divisible cylindrical measures on Banach spaces." Studia Mathematica 207.3 (2011): 235-256. <http://eudml.org/doc/285725>.
@article{MarkusRiedle2011,
abstract = {In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is not known in general for infinitely divisible Radon measures on Banach spaces. Further properties of infinitely divisible cylindrical measures such as continuity are derived. Moreover, the classification result enables us to deduce new results on genuine Lévy measures on Banach spaces.},
author = {Markus Riedle},
journal = {Studia Mathematica},
keywords = {infinitely divisible measure; Lévy measure; cylindrical measure; cylindrical random variable},
language = {eng},
number = {3},
pages = {235-256},
title = {Infinitely divisible cylindrical measures on Banach spaces},
url = {http://eudml.org/doc/285725},
volume = {207},
year = {2011},
}
TY - JOUR
AU - Markus Riedle
TI - Infinitely divisible cylindrical measures on Banach spaces
JO - Studia Mathematica
PY - 2011
VL - 207
IS - 3
SP - 235
EP - 256
AB - In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is not known in general for infinitely divisible Radon measures on Banach spaces. Further properties of infinitely divisible cylindrical measures such as continuity are derived. Moreover, the classification result enables us to deduce new results on genuine Lévy measures on Banach spaces.
LA - eng
KW - infinitely divisible measure; Lévy measure; cylindrical measure; cylindrical random variable
UR - http://eudml.org/doc/285725
ER -
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